Related papers: Conditional Precedence Orders for Stochastic Compa…
This paper studies duality and optimality conditions for general convex stochastic optimization problems. The main result gives sufficient conditions for the absence of a duality gap and the existence of dual solutions in a locally convex…
In this paper, we analyze the relative errors that crop up in the various reliability measures due to the tacit assumption that the components are independently working associated with a $n$-component series system or a parallel system…
This paper is dedicated to a cautious learning methodology for predicting preferences between alternatives characterized by binary attributes (formally, each alternative is seen as a subset of attributes). By "cautious", we mean that the…
An agent's preferences depend on an ordered parameter or type. We characterize the set of utility functions with single-crossing differences (SCD) in convex environments. These include preferences over lotteries, both in expected utility…
In this paper, we have obtained conditions on parameters that result in dispersive ordering and star ordering among two unequal sets of random variables from Proportional hazard rate and Proportional reversed hazard rate family of…
Stochastic reaction networks are mathematical models with a wide range of applications in biochemistry, ecology, and epidemiology, and are often complex to analyze. Except for some special cases, it is generally difficult to predict how the…
This paper explains why internal and external validity cannot be simultaneously maximised. It introduces "evidential states" to represent the information available for causal inference and shows that routine study operations (restriction,…
This paper conducts sensitivity analysis of random constraint and variational systems related to stochastic optimization and variational inequalities. We establish efficient conditions for well-posedness, in the sense of robust Lipschitzian…
First order stochastic dominance and monotone likelihood ratio are two partial orders on the $n$-probability simplex that play an important role in the establishment of structural results for MDPs and POMDPs. We study the strength of those…
This paper provides a systematic yet accessible presentation of the Contextuality-by-Default theory. The consideration is confined to finite systems of categorical random variables, which allows us to focus on the basics of the theory…
In this paper we present a random shuffling scheme to apply with adaptive sorting algorithms. Adaptive sorting algorithms utilize the presortedness present in a given sequence. We have probabilistically increased the amount of presortedness…
There is a growing body of work on sorting and selection in models other than the unit-cost comparison model. This work is the first treatment of a natural stochastic variant of the problem where the cost of comparing two elements is a…
Stochastic gradient optimization is the dominant learning paradigm for a variety of scenarios, from classical supervised learning to modern self-supervised learning. We consider stochastic gradient algorithms for learning problems whose…
The principle that rational agents should maximize expected utility or choiceworthiness is intuitively plausible in many ordinary cases of decision-making under uncertainty. But it is less plausible in cases of extreme, low-probability risk…
In this paper, we establish a sufficient condition to compare linear combinations of independent and identically distributed (iid) infinite-mean random variables under usual stochastic order. We introduce a new class of distributions that…
This paper presents different methods for solving parallel machine scheduling problems with precedence constraints and setup times between the jobs. Limited discrepancy search methods mixed with local search principles, dominance conditions…
This paper is an attempt to remedy the problem of slow convergence for first-order numerical algorithms by proposing an adaptive conditioning heuristic. First, we propose a parallelizable numerical algorithm that is capable of solving…
Stochastic orders are very useful tool to compare the lifetimes of two coherent systems. We show that, under certain conditions, a coherent system of used components performs better (worse) than a used coherent system with respect to…
We study the problem of comparing ageing patterns of the lifetime of k-out-of-n systems. Mathematically, this reduces to being able to decide about a stochastic ordering relationship between different order statistics. We discuss such…
We propose a mechanism which produces periodic variations of the degree of predictability in dynamical systems. It is shown that even in the absence of noise when the control parameter changes periodically in time, below and above the…